A simple and efficient simulation smoother for state space time series analysis (Q4455356)
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scientific article; zbMATH DE number 2058738
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple and efficient simulation smoother for state space time series analysis |
scientific article; zbMATH DE number 2058738 |
Statements
A simple and efficient simulation smoother for state space time series analysis (English)
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16 March 2004
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diffuse initialisation
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disturbance smoothing
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Gibbs sampling
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importance sampling
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Kalman filter
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Markov chain Monte Carlo
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0.9443479180336
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0.8514325022697449
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0.8298230767250061
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0.801067054271698
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0.798154890537262
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